## The Annals of Mathematical Statistics

- Ann. Math. Statist.
- Volume 39, Number 2 (1968), 424-432.

### On Recurrent Denumerable Decision Processes

#### Abstract

This paper considers decision processes on a denumerable state space. At each state a finite number of decisions is allowed. The main assumption is that if one always chooses the same decision at each state the resulting Markov chain is ergodic (i.e. positive recurrent). Under this assumption it is shown that all possible decision procedures are (in an appropriate sense) uniformly ergodic.

#### Article information

**Source**

Ann. Math. Statist., Volume 39, Number 2 (1968), 424-432.

**Dates**

First available in Project Euclid: 27 April 2007

**Permanent link to this document**

https://projecteuclid.org/euclid.aoms/1177698406

**Digital Object Identifier**

doi:10.1214/aoms/1177698406

**Mathematical Reviews number (MathSciNet)**

MR224174

**Zentralblatt MATH identifier**

0157.50505

**JSTOR**

links.jstor.org

#### Citation

Fisher, Lloyd. On Recurrent Denumerable Decision Processes. Ann. Math. Statist. 39 (1968), no. 2, 424--432. doi:10.1214/aoms/1177698406. https://projecteuclid.org/euclid.aoms/1177698406